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Sarno, Lucio
68
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22
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15
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12
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6
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Journal of financial economics
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Working paper / National Bureau of Economic Research, Inc
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An Economic Evaluation of Empirical Exchange Rate Models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3491-3490
Persistent link: https://www.econbiz.de/10010113833
Saved in:
2
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10008085341
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3
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 100-116
Persistent link: https://www.econbiz.de/10009826304
Saved in:
4
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-175
Persistent link: https://www.econbiz.de/10008898153
Saved in:
5
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-514
Persistent link: https://www.econbiz.de/10008992554
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6
Currency Returns, Intrinsic Value, and Institutional-Investor Flows
Froot, Kenneth A.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
60
(
2005
)
3
,
pp. 1535-1566
Persistent link: https://www.econbiz.de/10006547402
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7
The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium
RAMADORAI, TARUN
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10009847809
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8
Limits to arbitrage and hedging: Evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 441-465
Persistent link: https://www.econbiz.de/10010133854
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9
Institutional Portfolio Flows and International Investments
Froot, Kenneth A.
;
Ramadorai, Tarun
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 937-936
Persistent link: https://www.econbiz.de/10010113668
Saved in:
10
What determines transaction costs in foreign exchange markets?
Ramadorai, Tarun
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 14-25
Persistent link: https://www.econbiz.de/10007900723
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